Green’s Dictionary of Slang

bag n.2

[used in 1930s to refer to an actual bag used to hold bootleg liquor and in 1940s–50s to that which held narcotics, bag took on its abstract (and still current) meaning in the 1960s; Gold, A Jazz Lexicon (1964), suggests link to bag of tricks]
(orig. US black)

1. taste, disposition, attitude, occupation, preference, way of life.

[US]D. Cerulli et al. Jazz Word 188: Man, that’s really in another bag.
[UK]Oz 3 6/3: ‘Get into a responsibility bag,’ he urged some 400 friends.
[US]D. Goines Dopefiend (1991) 197: Your taste runs in a very weird bag, baby.
[US]E. Folb Runnin’ Down Some Lines 97: Why don’ he come from out de bag he’s in up to yo’ level.
[US]K. Vacha Quiet Fire 28: All they do is gossip. That’s not my bag.
[UK]H. Kureishi Buddha of Suburbia 11: ‘Don’t you just love Bach?’ ‘It’s not really my bag.’.
[US]‘Randy Everhard’ Tattoo of a Naked Lady 51: ‘Ooooh, golden showers,’ she gushed [...] ‘Sorry, dollface, that ain’t my bag.’.
[UK]Guardian G2 3 Feb. 16/3: ‘But given my druthers now, those kinds of shows aren’t my bag’ .
[US]S.A. Crosby Razorblade Tears 167: ‘I can't have you messing with my bag’.

2. one’s preferred drug.

[US]Cressey & Ward Delinquency, Crime, and Social Process 814: Weed and crystals is my bag.
[US]ONDCP Street Terms 2: Bag — [...] a person’s favorite drug.

In phrases

come out of a bag (v.)

1. (US black) to act in an obnoxious manner.

E. Sturz Widening Circles 39: This is no time to come out of a bag, Marvin [HDAS].

2. to act contrary to expectations, to behave illogically in a given situation.

[US]G. Smitherman Black Talk.
get one’s own bag going (v.)

(US campus) to pursue one’s own interests.

[US]Current Sl. I:2 3/1: Get . . . own bag going, v. To have an interest in something that others are not interested in.
have a bag (v.)

(US black) to have a problem; thus have a bag and a half, to have a very great problem.

[US]Current Sl. III–IV (Cumulation Issue) 6: Bag, n. A problem.